Analyst I - Capital Markets Risk

Employer
Location
Washington D.C.
Salary
Full time + Benefits
Posted
Apr 17, 2018
Closes
May 17, 2018
Ref
52851
Employment Type
Full Time
Education
Bachelors

JOB INFORMATION

This position reports directly to a Director in the Capital Markets Risk Management group. Capital Markets Risk Management is responsible for measuring and monitoring the risk in the Capital Markets balance sheet which includes over $250 billion of mortgage securities and loans.

KEY JOB FUNCTIONS

  • Measure and monitor the market, liquidity and credit risk in the $250 billion balance sheet of mortgage securities and loans. Produce risk management reports and analytics in order to evaluate risk taking activities against a variety of thresholds and limits.

  • Interface with the trading and funding desks to monitor balance sheet and hedging activity.

  • Monitor model performance and recommend enhancements to keep models tied to borrower behavior and developments in the industry.

  • Evaluate portfolio performance through P&L analysis and attribution.

  • Keep current with relevant market, industry, and regulatory events and identify emerging risks for senior management.

  • Maintain an understanding of the overall internal risk management framework including policies and practices governing investments, funding, market risk, liquidity risk, credit risk, and capital.

  • Review and recommend changes to risk thresholds and limits to ensure appropriate transparency for risk taking activities and to remain within the enterprise’s stated risk appetite.

  • Coordinate with systems personnel to continually develop the risk modeling and reporting infrastructure. This includes the collection and aggregation of portfolio positions, model assignment, market inputs, pricing, and valuation methods.

  • Support ongoing ad-hoc analyses on a variety of market and liquidity risk topics relevant to current market and/or industry events.

  • Ensure documentation used to support the risk management process is current and accurate

 

  Qualifications  

EDUCATION

  • Bachelor's Degree or equivalent required

MINIMUM EXPERIENCE

  • 1+ years of related experience

SPECIALIZED KNOWLEDGE & SKILLS

  • Strong understanding of fixed income markets and products
  • Ability to work with large amounts of data and familiarity with database tools
  • Proficiency with using and communicating basic statistical concepts
  • Preference for professional designation (CFA or similar) or demonstrated progress towards obtaining                             

EMPLOYMENT              

As a condition of employment with Fannie Mae, any successful job applicant will be required to pass a pre-employment drug screen and to successfully complete a background investigation.